+32.9%
MSFT vs CORZ
+161.6%
-128.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | -1.3% | +23.5% | -24.7% | -3.2% |
| 30D | -1.8% | +7.5% | -9.3% | -2.9% |
| 3M | +5.6% | -26.6% | +32.2% | +7.8% |
| 6M | +29.8% | -39.5% | +69.3% | +33.5% |
| YTD | +9.0% | -0.3% | +9.3% | +6.9% |
| 1Y | +4.9% | -4.2% | +9.2% | +3.0% |
| All | +32.9% | +161.6% | -128.7% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CORZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling